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FCLCX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCLCX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Industrials Fund Class C (FCLCX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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FCLCX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FCLCX
Fidelity Advisor Industrials Fund Class C
0.59%23.55%28.16%21.74%-11.33%15.36%10.36%26.81%-16.75%
FZROX
Fidelity ZERO Total Market Index Fund
-6.77%17.23%23.94%26.20%-19.21%26.00%20.51%31.15%-12.72%

Returns By Period

In the year-to-date period, FCLCX achieves a 0.59% return, which is significantly higher than FZROX's -6.77% return.


FCLCX

1D
-1.93%
1M
-12.61%
YTD
0.59%
6M
2.24%
1Y
28.24%
3Y*
23.77%
5Y*
13.73%
10Y*
11.75%

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCLCX vs. FZROX - Expense Ratio Comparison

FCLCX has a 1.77% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

FCLCX vs. FZROX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCLCX
FCLCX Risk / Return Rank: 7474
Overall Rank
FCLCX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FCLCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FCLCX Omega Ratio Rank: 6767
Omega Ratio Rank
FCLCX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FCLCX Martin Ratio Rank: 7878
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCLCX vs. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Industrials Fund Class C (FCLCX) and Fidelity ZERO Total Market Index Fund (FZROX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FCLCXFZROXDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.84

+0.44

Sortino ratio

Return per unit of downside risk

1.83

1.30

+0.54

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

1.92

1.05

+0.87

Martin ratio

Return relative to average drawdown

7.50

5.11

+2.39

FCLCX vs. FZROX - Sharpe Ratio Comparison

The current FCLCX Sharpe Ratio is 1.28, which is higher than the FZROX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FCLCX and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCLCXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.84

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.60

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.61

-0.13

Correlation

The correlation between FCLCX and FZROX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FCLCX vs. FZROX - Dividend Comparison

FCLCX's dividend yield for the trailing twelve months is around 2.18%, more than FZROX's 1.10% yield.


TTM20252024202320222021202020192018201720162015
FCLCX
Fidelity Advisor Industrials Fund Class C
2.18%2.19%9.45%10.59%4.10%24.59%0.68%7.65%13.22%2.98%5.82%9.58%
FZROX
Fidelity ZERO Total Market Index Fund
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%0.00%0.00%0.00%0.00%

Drawdowns

FCLCX vs. FZROX - Drawdown Comparison

The maximum FCLCX drawdown since its inception was -61.33%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FCLCX and FZROX.


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Drawdown Indicators


FCLCXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-61.33%

-34.96%

-26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-12.44%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-25.12%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-42.77%

Current Drawdown

Current decline from peak

-13.16%

-8.89%

-4.27%

Average Drawdown

Average peak-to-trough decline

-8.20%

-5.61%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

2.56%

+0.85%

Volatility

FCLCX vs. FZROX - Volatility Comparison

Fidelity Advisor Industrials Fund Class C (FCLCX) has a higher volatility of 6.68% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FCLCX's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCLCXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

4.41%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

9.34%

+3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

18.49%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

17.40%

+3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.40%

20.25%

+1.15%